Score tests of normality in bivariate probit models
AbstractA relatively simple and convenient score test of normality in the bivariate probit model is derived. Monte Carlo simulations show that the small sample performance of the bootstrapped test is quite good. The test may be readily extended to testing normality in related models.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 95 (2007)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Anthony Murphy, 2005. "Score Tests of Normality in Bivariate Probit Models," Econometrics 0512004, EconWPA.
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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